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stat.ME2025
Correcting the Coverage Bias of Quantile Regression
Isaac Gibbs, John J. Cherian, Emmanuel J. Candès
We develop a collection of methods for adjusting the predictions of quantile regression to ensure coverage. Our methods are model agnostic and can be used to correct for high-dimen…
stat.ME2024
Conformal Prediction With Conditional Guarantees
Isaac Gibbs, John J. Cherian, Emmanuel J. Candès
We consider the problem of constructing distribution-free prediction sets with finite-sample conditional guarantees. Prior work has shown that it is impossible to provide exact con…